화학공학소재연구정보센터
Automatica, Vol.93, 520-526, 2018
Mild solutions to the dynamic programming equation for stochastic optimal control problems
We show via the nonlinear semigroup theory in L-1(R) that the 1-D dynamic programming equation associated with a stochastic optimal control problem with multiplicative noise has a unique mild solution in a sense to be made precise. (C) 2018 Elsevier Ltd. All rights reserved.